CRAFTIIF 解决了多变量时间序列异常检测中四种异常类型难以统一检测的痛点,做运维监控、工业故障诊断或金融风控的团队可以直接用这个无监督框架,无需手动调参就能获得可解释的异常类型归属。
CRAFTIIF 提出了一种完全无监督的多变量时间序列异常检测框架,能同时处理点异常、分布异常、时间异常和集体异常四种结构类型,无需针对数据集调参。它通过 500 个随机解析小波特征(Morlet、DOG、Haar、Coiflet 四族)分别喂给五个隔离森林(每类一个加一个元森林),并利用自适应 Otsu/MAD 阈值自动校准。在 mTSBench 基准的 19 个数据集上,CRAFTIIF 平均 F1=0.228,VUS-PR 达 0.463,比此前最佳方法提升 40.7%。消融实验表明自适应阈值、四分支结构和元森林分别贡献了 +38%、+20% 和 +23% 的 F1 提升。代码已开源。
CRAFTIIF: Cross-Resolution Analytic Four-Type Interpretable Isolation Forest for Multivariate Time Series Anomaly Detection
Anomaly detection in multivariate time series is challenged by four structurally distinct anomaly types -- point (isolated spikes), distributional (level shifts), temporal (rhythm changes), and collective (inter-sensor correlation breakdowns) -- each requiring different feature representations. Most unsupervised methods target only one or two types and provide limited interpretability. We present CRAFTIIF (Cross-Resolution Analytic Four-Type Interpretable Isolation Forest), a fully unsupervised framework targeting all four types without dataset-specific tuning. CRAFTIIF generates K=500 random analytic wavelet feature draws across four families (Morlet, DOG, Haar, Coiflet), each targeting a specific anomaly type, feeding five structured Isolation Forests -- one per type plus a meta-IF for compound anomalies. An adaptive Otsu/MAD threshold calibrates detection automatically across anomaly rates from 0.1% to 69.2%. Because each IF is trained exclusively on type-specific features, branch firing provides direct anomaly-type attribution by construction, without post-hoc explanation. Evaluated on all 19 datasets of the mTSBench benchmark (Zhou et al., TMLR 2026), CRAFTIIF achieves mean F1=0.228 (all 19 datasets) and F1=0.322 (13 detectable datasets), ranking first among all 25 evaluated methods on VUS-PR (0.463 vs. previous best 0.329, +40.7%). A diagnostic framework -- oracle F1, detectability limits, and branch separation ratios -- identifies 6 of 19 datasets as fundamentally undetectable by any unsupervised method. Ablation over 11 conditions confirms adaptive thresholding (+38% F1), four-branch structure (+20%), and meta-IF (+23%) are each essential. Code: https://github.com/smitswil/craftiif